How to configure FIX messages throttling in FIX Antenna C++

Configure throttling of outgoing messages

Throttling of outgoing messages allows limiting the amount of sent FIX messages within a time interval.

Overview

If throttling of outgoing messages is configured for the session, FIX Antenna sends to the counterparty the particular amount of messages (MessagesLimit) within the specified time interval (IntervalMs) using the mechanism defined in the Type property. 

If the amount of sent FIX messages exceeds the specified MessagesLimit within the configured time interval then the outgoing message will be added to the queue. 

Configuration example

Throttling properties must be configured in the engine.properties file:

Session.<SenderId>/<TargetId>.Throttlers = MyGeneralOutLimiter
Session.<SenderId>/<TargetId>.Throttlers.MyGeneralOutLimiter.Direction = Outgoing
Session.<SenderId>/<TargetId>.Throttlers.MyGeneralOutLimiter.Type = SlidingWindowMessages
# throttler type dependent parameters
Session.<SenderId>/<TargetId>.Throttlers.MyGeneralOutLimiter.MessagesLimit = 50
Session.<SenderId>/<TargetId>.Throttlers.MyGeneralOutLimiter.IntervalMs = 2000

Please refer to the Throttling parameters page for more information about throttling properties.

If at least one of these parameters is specified with an incorrect value then the FIX session will not be created.

Log messages

If the MessagesLimit or IntervalMs property is specified with an incorrect value, the warning below will be logged:

WARN [EngineAdaptor] <Session_Name> session cannot be started now. Reason: <parameter>: max items in interval cannot be <value>

If the Direction or Type property is specified with an incorrect value, the error below will be logged:

ERROR [EngineAdaptor] <Session_Name> session can't be configured and won't be started because: invalid value of parameter <parameter>

If at least one of MessagesLimit, IntervalMs, Direction, and Type properties is absent, then the error below will be logged:

ERROR [EngineAdaptor] <Session_Name> session can't be configured and won't be started because: absent required value of parameter <parameter>.